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Journal : Bulletin of Information Technology (BIT)

Implementasi Model Long Short Term Memory (LSTM) dalam Prediksi Harga Saham Kurniansyah, Juliandi; Siska Kurnia Gusti; Febi Yanto; Muhammad Affandes
Bulletin of Information Technology (BIT) Vol 6 No 2: Juni 2025
Publisher : Forum Kerjasama Pendidikan Tinggi (FKPT)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47065/bit.v6i2.2005

Abstract

Stock market investment is gaining popularity, although predicting stock price fluctuations remains challenging. Accurate stock prediction models can assist investors in decision-making. In this research, a Long Short-Term Memory (LSTM) model was employed to make predictions regarding the stock prices of BBCA based on daily historical data from January 1 2015 to January 1 2025. The data was gathered from the Yahoo Finance website, utilizing only the closing price ('close') variable. The research process included data pre-processing, Min-Max normalization, LSTM modeling with varying timesteps (30, 60, 90 days), and evaluation of prediction results. The LSTM model was built with two LSTM layers, a dropout layer, and a final dense layer, and its training involved the application of the mean_squared_error loss function and Adam optimizer. Evaluation results showed that the model configuration with 60 timesteps achieved optimal performance with a RMSE of 114.17, MAPE percentage of 0.96%, and an R-Squared of 0.98, indicating highly accurate and reliable predictions. This study demonstrated that LSTM is an effective model for stock price prediction based on time series data.
Co-Authors Abdul Aziz Ahmad Efendi Al Fajri Albis Ya Albi Aldri Permana, Lutfi Alwis Nazir Alwis Nazir Alwis Nazir Amany Akhyar Amany Akhyar Amany Akhyar Andrian Wahyu Ardelia, Adinda Abidah Asmarita Asmarita Badri Yusuf Baehaqi Chandra, Reski Mai citra ainul mardhia putri Destri Putri Yani Dhymas Julyan Riyanto Eka Pandu Cynthia Elin Haerani Elin Haerani Elin Haerani Elvia Budianita Elvina Afriani Fadhilah Syafria Fatmawati Fatmawati Febi Yanto Fikry, Muhammad Fitri Insani Fitri Insani Fitri Wulandari Fitri Wulandari Gunawan Setia Wiguna Gusti, Siska Kurnia Harahap, Nazaruddin Safaat hariansyah, Aldi imelda amuis Iqbal Salim Thalib Iwan Iskandar Iwan Iskandar Iwan Iskandar Jasril Jasril Jasril Jasril Kana Saputra S Khairul Amri Khonofi, Khoidir Kurniansyah, Juliandi Lola Oktavia Mar'arif, Muhammad Mulky Marlina, Resti Muhammad Fikry Muhammad Irsyad Muhammad Irsyad Muhammad Ridha Muhammad Rizky Ramadhan Nazruddin Safaat Nazruddin Safaat H Nazruddin Safaat H Nazruddin Safaat H Novi Yanti Novialdi T Novri Rahman Novri Yanto Novriyanto Novriyanto Novriyanto Nurhapiza, Nurhapiza Oktavia, Lola Pizaini Pizaini Prameswari, Putri Rahmad Kurniawan Raja Sultan Firsky Ramu Will Sandra Reski Mai Candra Reski Mai Candra Reski Mai Candra Reski Mai Candra Reski Mai Candra Reski Mai Candra Rindi Yani Rometdo Muzawi, Rometdo Roni Setyawan Saputra, Rozi Sarah Lasniari Sarah Lasniari Surya Andika Suwanto Sanjaya Syarifuddin Syarifuddin Tania, Windy Teddie Darmizal Teddie Darmizal Thomas Alva Edison Tri Prastio Nugroho Wedi Kurniawan Wirasatria Putra Yazid, Fathuddin Yelfi Vitriani Yelfi Vitriani Zuriati Ardila Safitri